-97.7%
TSLQ vs RGEN
+2.1%
-99.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +3.0% | +4.1% |
| 7D | -16.8% | -3.3% | -13.6% | -18.0% |
| 30D | -18.0% | -5.8% | -12.1% | -19.3% |
| 3M | -34.5% | +0.2% | -34.7% | -32.9% |
| 6M | -8.9% | +56.8% | -65.7% | +14.5% |
| YTD | -19.0% | +2.4% | -21.4% | -14.1% |
| 1Y | -38.2% | +11.4% | -49.7% | -31.6% |
| 3Y | -96.9% | +15.2% | -112.1% | -95.8% |
| All | -97.7% | +2.1% | -99.8% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling